Dynamic Skew Algo Version 3.75 is now available in the Metro Store Front. This algo app is a fully automated volatility fitter for the management and maintenance of volatility curves across all actively quoted expirations.
This latest version features "multi-skew risk" functionality, allowing the user to accurately track position risk with one skew type while simultaneously trading and quoting in another.
Other key highlights of the Dynamic Skew Algo include the ability to:
We encourage you to reach out to your account manager to learn more and to start a free trial of the Dynamic Skew Algo.